This Phase IIa Proof of Concept trial will attempt to answer the following question: In adult patients with chronic heart failure (HF) and major depressive disorder (MDD), does omega 3 supplementation added to usual care improve moderate-to-severe MDD via improving blood omega 3 concentrations. Our long-term goal is to broaden the knowledge to improve HF outcomes, quality of life and prognosis of HF patients with MDD, and to reduce the economic burden resulting from these conditions. Depression is a serious public health concern that contributes to significant morbidity and mortality in patients with cardiac diseases. While only SSRIs, among a broad range of antidepressants on the market, are considered a safe type of antidepressant for patients with cardiac diseases, sertraline failed to show superiority over placebo in reducing depression or cardiac outcomes in the recently completed, well designed and conducted SADHART-CHF trial consisting of among 469 HF patients with MDD. The SADHART-CHF biomarker substudy demonstrated that Omega 3 is low and associated with increased mortality in the SADHART-CHF participants. This biomarker study indicates that within the context of low omega 3, SSRI may be detrimental for HF patients. Omega 3 supplements improve CV prognosis in HF patients but whether it improves depression for the depressed HF patients is unknown. Based on a thorough literature review and the opinion of experts, we chose to investigate in a placebo controlled trial, the antidepressant effects of two omega 3 supplements, 400/200 EPA/DHA Fish Oil capsule X4 and almost pure EPA 2g, taken daily (12-weeks) for patients with HF and moderate-to-severe MDD. We will assess the omega 3 concentration prior to and after 12 weeks of supplementation in order to assess how changes in omega 3 relate to treatment responses. The results of this multi-site pilot study will provide data to allow an accurate sample calculation in a subsequent RCT and guidance on selection of psychiatric and biological outcomes for use in a subsequent clinical trial and the clinical value of measuring omega 3 concentrations to guide omega 3 supplementation for individualized care. .